On the performance of volatility-managed portfolios
Scott Cederburg, Michael S. O’Doherty, Feifei Wang, Xuemin (Sterling) Yan
| Year of publication: |
2020
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|---|---|
| Authors: | Cederburg, Scott ; O'Doherty, Michael ; Wang, Feifei ; Yan, Xuemin Sterling |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 138.2020, 1, p. 95-117
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| Subject: | Portfolio choice | Volatility-managed portfolios | Portfolio-Management | Portfolio selection | Theorie | Theory | Volatilität | Volatility | Portfoliodiversifikation | Portfolio diversification | Schätzung | Estimation | Risiko-Ertrags-Verhältnis | Risk-return tradeoff | Zeit | Time |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2020.04.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012631928